Have client calculate dependencies and pass to API (#2756)

* Have client calculate dependencies and pass to API

* Include cancelled limit orders

* Include cancelled limit orders

backend/api/src/on-create-bet.ts

@@ -5,7 +5,7 @@ import {
   getBettingStreakResetTimeBeforeNow,
   getUser,
 } from 'shared/utils'
-import { Bet, LimitBet } from 'common/bet'
+import { Bet, LimitBet, maker } from 'common/bet'
 import {
   CPMMContract,
   CPMMMultiContract,
@@ -31,7 +31,6 @@ import {
   SupabaseDirectClient,
 } from 'shared/supabase/init'
 import { convertBet } from 'common/supabase/bets'
-import { maker } from 'api/place-bet'
 import { BOT_USERNAMES } from 'common/envs/constants'
 import { addUserToContractFollowers } from 'shared/follow-market'
 import { updateUserInterestEmbedding } from 'shared/helpers/embeddings'

backend/api/src/place-bet.ts

@@ -8,7 +8,7 @@ import {
   uniqBy,
 } from 'lodash'
 import { APIError, type APIHandler } from './helpers/endpoint'
-import { CPMM_MIN_POOL_QTY, Contract, MarketContract } from 'common/contract'
+import { Contract, CPMM_MIN_POOL_QTY, MarketContract } from 'common/contract'
 import { User } from 'common/user'
 import {
   BetInfo,
@@ -17,7 +17,7 @@ import {
   getNewMultiCpmmBetInfo,
 } from 'common/new-bet'
 import { removeUndefinedProps } from 'common/util/object'
-import { Bet, LimitBet } from 'common/bet'
+import { Bet, LimitBet, maker } from 'common/bet'
 import { floatingEqual } from 'common/util/math'
 import { getContract, getUser, log, metrics } from 'shared/utils'
 import { Answer } from 'common/answer'
@@ -28,9 +28,9 @@ import { BLESSED_BANNED_USER_IDS } from 'common/envs/constants'
 import * as crypto from 'crypto'
 import { formatMoneyWithDecimals } from 'common/util/format'
 import {
+  createSupabaseDirectClient,
   SupabaseDirectClient,
   SupabaseTransaction,
-  createSupabaseDirectClient,
 } from 'shared/supabase/init'
 import { bulkIncrementBalances, incrementBalance } from 'shared/supabase/users'
 import { runShortTrans } from 'shared/short-transaction'
@@ -55,24 +55,32 @@ import { filterDefined } from 'common/util/array'
 export const placeBet: APIHandler<'bet'> = async (props, auth) => {
   const isApi = auth.creds.kind === 'key'
 
-  const { user, contract, answers, unfilledBets, balanceByUserId } =
-    await fetchContractBetDataAndValidate(
-      createSupabaseDirectClient(),
+  let simulatedMakerIds: string[] = []
+  if (props.deps === undefined) {
+    const { user, contract, answers, unfilledBets, balanceByUserId } =
+      await fetchContractBetDataAndValidate(
+        createSupabaseDirectClient(),
+        props,
+        auth.uid,
+        isApi
+      )
+    // Simulate bet to see whose limit orders you match.
+    const simulatedResult = calculateBetResult(
       props,
-      auth.uid,
-      isApi
+      user,
+      contract,
+      answers,
+      unfilledBets,
+      balanceByUserId
     )
-  // Simulate bet to see whose limit orders you match.
-  const simulatedResult = calculateBetResult(
-    props,
-    user,
-    contract,
-    answers,
-    unfilledBets,
-    balanceByUserId
-  )
-  const simulatedMakerIds = getMakerIdsFromBetResult(simulatedResult)
-  const deps = [auth.uid, contract.id, ...simulatedMakerIds]
+    simulatedMakerIds = getMakerIdsFromBetResult(simulatedResult)
+  }
+
+  const deps = [
+    auth.uid,
+    props.contractId,
+    ...(props.deps ?? simulatedMakerIds),
+  ]
 
   return await betsQueue.enqueueFn(
     () => placeBetMain(props, auth.uid, isApi),
@@ -665,13 +673,6 @@ export const validateBet = async (
   return user
 }
 
-export type maker = {
-  bet: LimitBet
-  amount: number
-  shares: number
-  timestamp: number
-}
-
 export async function bulkUpdateLimitOrders(
   db: SupabaseDirectClient,
   updates: Array<{

backend/shared/src/short-transaction.ts

@@ -1,12 +1,12 @@
 import {
   SupabaseTransaction,
   createSupabaseDirectClient,
+  SERIAL_MODE,
 } from './supabase/init'
-import { DEFAULT_QUEUE_TIME_LIMIT } from 'shared/helpers/fn-queue'
 
 export const runShortTrans = async <T>(
   callback: (trans: SupabaseTransaction) => Promise<T>
 ) => {
   const pg = createSupabaseDirectClient()
-  return await pg.timeout(DEFAULT_QUEUE_TIME_LIMIT / 2, callback, false)
+  return await pg.tx({ mode: SERIAL_MODE }, callback)
 }

common/src/api/schema.ts

@@ -161,6 +161,7 @@ export const API = (_apiTypeCheck = {
         //Multi
         answerId: z.string().optional(),
         dryRun: z.boolean().optional(),
+        deps: z.array(z.string()).optional(),
       })
       .strict(),
   },

common/src/bet.ts

@@ -93,3 +93,9 @@ export const calculateMultiBets = (
     )
   )
 }
+export type maker = {
+  bet: LimitBet
+  amount: number
+  shares: number
+  timestamp: number
+}

common/src/calculate-cpmm-arbitrage.ts

@@ -1,6 +1,6 @@
 import { Dictionary, first, groupBy, mapValues, sum, sumBy } from 'lodash'
 import { Answer } from './answer'
-import { Bet, LimitBet } from './bet'
+import { Bet, LimitBet, maker } from './bet'
 import {
   calculateAmountToBuySharesFixedP,
   getCpmmProbability,
@@ -23,8 +23,8 @@ const noFillsReturn = (
     outcome,
     answer,
     takers: [],
-    makers: [],
-    ordersToCancel: [],
+    makers: [] as maker[],
+    ordersToCancel: [] as LimitBet[],
     cpmmState: {
       pool: { YES: answer.poolYes, NO: answer.poolNo },
       p: 0.5,

web/components/bet/bet-panel.tsx

@@ -1,5 +1,5 @@
 import clsx from 'clsx'
-import { useEffect, useState } from 'react'
+import { useEffect, useRef, useState } from 'react'
 import { sumBy } from 'lodash'
 import toast from 'react-hot-toast'
 import { CheckIcon } from '@heroicons/react/solid'
@@ -55,6 +55,7 @@ import { FeeDisplay } from './fees'
 import { floatingEqual } from 'common/util/math'
 import { getTierFromLiquidity } from 'common/tier'
 import { getAnswerColor } from '../charts/contract/choice'
+import { LimitBet } from 'common/bet'
 
 export type BinaryOutcomes = 'YES' | 'NO' | undefined
 
@@ -234,6 +235,7 @@ export const BuyPanelBody = (props: {
 
   const [error, setError] = useState<string | undefined>()
   const [isSubmitting, setIsSubmitting] = useState(false)
+  const betDeps = useRef<LimitBet[]>()
 
   const [inputRef, focusAmountInput] = useFocus()
 
@@ -285,6 +287,7 @@ export const BuyPanelBody = (props: {
         contractId: contract.id,
         answerId: multiProps?.answerToBuy.id,
         replyToCommentId,
+        deps: betDeps.current?.map((b) => b.userId),
       })
     )
       .then((r) => {
@@ -373,6 +376,11 @@ export const BuyPanelBody = (props: {
       fees =
         getFeeTotal(newBetResult.totalFees) +
         sumBy(otherBetResults, (result) => getFeeTotal(result.totalFees))
+      betDeps.current = newBetResult.makers
+        .map((m) => m.bet)
+        .concat(otherBetResults.flatMap((r) => r.makers.map((m) => m.bet)))
+        .concat(newBetResult.ordersToCancel)
+        .concat(otherBetResults.flatMap((r) => r.ordersToCancel))
     } else {
       const cpmmState = isCpmmMulti
         ? {
@@ -403,6 +411,9 @@ export const BuyPanelBody = (props: {
       probBefore = result.probBefore
       probAfter = result.probAfter
       fees = getFeeTotal(result.fees)
+      betDeps.current = result.makers
+        .map((m) => m.bet)
+        .concat(result.ordersToCancel)
     }
   } catch (err: any) {
     console.error('Error in calculateCpmmMultiArbitrageBet:', err)

web/components/bet/limit-order-panel.tsx

@@ -1,6 +1,6 @@
 import dayjs from 'dayjs'
 import { clamp, sumBy } from 'lodash'
-import { useState } from 'react'
+import { useRef, useState } from 'react'
 
 import { Answer } from 'common/answer'
 import { LimitBet } from 'common/bet'
@@ -91,7 +91,7 @@ export default function LimitOrderPanel(props: {
   const [error, setError] = useState<string | undefined>()
   const [inputError, setInputError] = useState<boolean>(false)
   const [isSubmitting, setIsSubmitting] = useState(false)
-
+  const betDeps = useRef<LimitBet[]>()
   // Expiring orders
   const [addExpiration, setAddExpiration] = usePersistentInMemoryState(
     false,
@@ -185,6 +185,7 @@ export default function LimitOrderPanel(props: {
         answerId,
         limitProb: limitProb,
         expiresAt,
+        deps: betDeps.current?.map((b) => b.userId),
       })
     )
       .then((r) => {
@@ -238,6 +239,7 @@ export default function LimitOrderPanel(props: {
     orderAmount = result.orderAmount
     filledAmount = result.amount
     fees = result.fees
+    betDeps.current = result.betDeps
   } catch (err: any) {
     console.error('Error in calculateCpmmMultiArbitrageBet:', err)
     setError(
@@ -467,6 +469,7 @@ const getBetReturns = (
   let amount: number
   let shares: number
   let fees: Fees
+  let betDeps: LimitBet[]
   if (arbitrageProps) {
     const { answers, answerToBuy } = arbitrageProps
     const { newBetResult, otherBetResults } = calculateCpmmMultiArbitrageBet(
@@ -481,6 +484,11 @@ const getBetReturns = (
     )
     amount = sumBy(newBetResult.takers, 'amount')
     shares = sumBy(newBetResult.takers, 'shares')
+    betDeps = newBetResult.makers
+      .map((m) => m.bet)
+      .concat(otherBetResults.flatMap((r) => r.makers.map((m) => m.bet)))
+      .concat(newBetResult.ordersToCancel)
+      .concat(otherBetResults.flatMap((r) => r.ordersToCancel))
     fees = addObjects(
       newBetResult.totalFees,
       otherBetResults.reduce(
@@ -489,15 +497,19 @@ const getBetReturns = (
       )
     )
   } else {
-    ;({ amount, shares, fees } = computeCpmmBet(
+    const result = computeCpmmBet(
       cpmmState,
       outcome,
       betAmount,
       limitProb,
       unfilledBets,
       balanceByUserId,
       !arbitrageProps && { max: MAX_CPMM_PROB, min: MIN_CPMM_PROB }
-    ))
+    )
+    amount = result.amount
+    shares = result.shares
+    fees = result.fees
+    betDeps = result.makers.map((m) => m.bet).concat(result.ordersToCancel)
   }
 
   const remainingMatched = limitProb
@@ -507,5 +519,13 @@ const getBetReturns = (
   const currentPayout = shares + remainingMatched
   const currentReturn = betAmount ? (currentPayout - betAmount) / betAmount : 0
 
-  return { orderAmount, amount, shares, currentPayout, currentReturn, fees }
+  return {
+    orderAmount,
+    amount,
+    shares,
+    currentPayout,
+    currentReturn,
+    fees,
+    betDeps,
+  }
 }